Resumen
El siguiente documento, presenta los resultados adquiridos de las apis y de las distintas criptomonedas, además de que se realiza una comparación mediante distintas métricas como es el spread, roll spread, y el volumen, mediante cada posición, que sería el **ask** y el **bid.**
Las criptomonedas son activos digitales que emplean un cifrado criptográfico, esta consiste en la aplicación de diferentes técnicas de cifrado o codificado de la información con el fin de hacerla ininteligible a receptores no autorizados, para garantizar la integridad de las transacciones, y controlar la creación de unidades adicionales. Estas monedas no existen de forma física, estas se almacenan en una cartera digital. Las criptomonedas no tienen la consideración de medio de pago, no cuentan con el respaldo de un banco central u otras autoridades públicas y no están cubiertas por mecanismos de protección al cliente.
La innovación que trajo esta nueva tecnología se basa en la idea de que el riesgo de contraparte desaparece al permitir que personas que no se conocen entre sí puedan transferir valor por medio de un mecanismo que no requiere una entidad o intermediario que de certidumbre a ambas partes, por medio de un sistema justo, abierto, con reglas claras y transparentes para todos; esta idea neoliberista se basa únicamente en la oferta y demanda sin mucha regulación.
Para este proyecto, utilizaremos los datos obtenidos de distintas criptomonedas y su comportamiento en distintas plataformas en las que se efectúan estas, para saber que tan volatiles son en una ventana de tiempo, por lo tanto, se crearán nuevas métricas que nos ayudarán a evaluar su comportamiento.
Para correr este Notebook es necesaria tener instalar las librerías contenidas en requirements.txt:
#Importar librarias
import pandas as pd
import datetime
import ccxt
from datetime import datetime
from sympy import Limit
import numpy as np
import time
import plotly.graph_objects as go
import matplotlib.pyplot as plt
#Estructura
import functions as fn
#import data as dt
#import main as mn
import visualizations as vn
Los datos que se extraen, son datos obtenidos de distintas plataformas que manejan criptomonedas, las apis que utilizaremos son las siguietes:
Además se utilizarán las criptomonedas(simbolos) de BTC,LTC y EOS.
Se obtendrán los datos de bid que es el precio más alto que el comprador está dispuesto a pagar, y el ask que es el precio más bajo al que el vendedor está dispuesto a vender. Apartir de esas variables, se obtendrán distintas métricas que nos podrán ayudar a tomar decisiones a la hora de hacer operaciones en el mercado de criptomonedas.
En el siguiente apartado se mostrarán los resultados obtenidos al calcular las siguientes métricas:
El Midprice mediante el uso de los precios de ask y bid. $$ Midprice = \frac{Ask - Bid}{2}$$
El VWAP, donde se utiliza el ask (precio) y el bid(precio), así como su volumen.
$$ VWAP = \frac{\sum (Volumen * Precio)}{\sum Volumen}$$
El Spread, donde se resta el precio de bid y ask.
$$ Spread = \ Bid - Ask $$El Effective spread roll $$ Spread Roll= 2\sqrt{-cov (\Delta P_t,p_t)}$$
##Bitso
fb=fn.fetch_order_book_bitso('BTC/USDT',30)
fb1=pd.DataFrame(fb[:30])
pd.DataFrame(fb[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39514.49 | 1.000000 | 39474.94 | 1.000000 | 0 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39514.490000 | 39474.940000 | 2.000000 | 39494.715 | -39.55 | 39494.715 |
| 1 | 39517.51 | 3.000000 | 39470.99 | 5.000000 | 1 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39516.755000 | 39471.648333 | 8.000000 | 39494.250 | -46.52 | 39494.250 |
| 2 | 39525.83 | 10.000000 | 39467.18 | 3.000000 | 2 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.237143 | 39470.158889 | 13.000000 | 39496.505 | -58.65 | 39496.505 |
| 3 | 39525.93 | 5.000000 | 39461.81 | 10.000000 | 3 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.945789 | 39465.764737 | 15.000000 | 39493.870 | -64.12 | 39493.870 |
| 4 | 39544.79 | 0.032408 | 39446.05 | 10.000000 | 4 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.981283 | 39458.966552 | 10.032408 | 39495.420 | -98.74 | 39495.420 |
| 5 | 39544.80 | 10.000000 | 39393.45 | 0.030934 | 5 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39531.152137 | 39458.896741 | 10.030934 | 39469.125 | -151.35 | 39469.125 |
| 6 | 40237.83 | 0.700000 | 39393.44 | 0.000016 | 6 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39547.789690 | 39458.896705 | 0.700016 | 39815.635 | -844.39 | 39815.635 |
| 7 | 40304.76 | 0.008409 | 39280.00 | 0.006573 | 7 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39548.003719 | 39458.856208 | 0.014982 | 39792.380 | -1024.76 | 39792.380 |
| 8 | 40500.00 | 0.039930 | 39158.00 | 0.005165 | 8 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39549.280153 | 39458.802703 | 0.045095 | 39829.000 | -1342.00 | 39829.000 |
| 9 | 40785.99 | 0.002913 | 39008.18 | 0.005030 | 9 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39549.401096 | 39458.724674 | 0.007943 | 39897.085 | -1777.81 | 39897.085 |
| 10 | 40786.00 | 0.003069 | 38742.48 | 0.100000 | 10 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39549.528508 | 39456.267381 | 0.103069 | 39764.240 | -2043.52 | 39764.240 |
| 11 | 40800.00 | 0.039578 | 38311.00 | 0.255368 | 11 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39551.187814 | 39446.320632 | 0.294946 | 39555.500 | -2489.00 | 39555.500 |
| 12 | 40856.00 | 0.007988 | 38200.00 | 0.000253 | 12 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39551.537166 | 39446.309902 | 0.008241 | 39528.000 | -2656.00 | 39528.000 |
| 13 | 40922.07 | 0.600000 | 38000.00 | 0.001342 | 13 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39578.556675 | 39446.243889 | 0.601342 | 39461.035 | -2922.07 | 39461.035 |
| 14 | 41000.00 | 0.057124 | 37500.00 | 0.054866 | 14 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39581.219666 | 39442.619165 | 0.111990 | 39250.000 | -3500.00 | 39250.000 |
| 15 | 41006.73 | 0.001251 | 37302.00 | 0.008196 | 15 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39581.278159 | 39442.023760 | 0.009448 | 39154.365 | -3704.73 | 39154.365 |
| 16 | 41500.00 | 0.004414 | 37111.00 | 0.002700 | 16 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39581.555889 | 39441.810177 | 0.007115 | 39305.500 | -4389.00 | 39305.500 |
| 17 | 41525.01 | 0.007297 | 37002.00 | 0.000272 | 17 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39582.020813 | 39441.787669 | 0.007569 | 39263.505 | -4523.01 | 39263.505 |
| 18 | 41788.01 | 0.012656 | 37000.00 | 0.001570 | 18 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39582.935712 | 39441.657595 | 0.014226 | 39394.005 | -4788.01 | 39394.005 |
| 19 | 41800.00 | 0.000108 | 36976.42 | 0.000568 | 19 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39582.943533 | 39441.610091 | 0.000676 | 39388.210 | -4823.58 | 39388.210 |
| 20 | 41851.92 | 0.020000 | 36521.72 | 0.032857 | 20 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39584.429576 | 39438.358541 | 0.052857 | 39186.820 | -5330.20 | 39186.820 |
| 21 | 41888.00 | 0.012998 | 36400.00 | 0.100000 | 21 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39585.409665 | 39428.095796 | 0.112998 | 39144.000 | -5488.00 | 39144.000 |
| 22 | 41938.21 | 0.000130 | 36123.00 | 0.001346 | 22 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39585.419710 | 39427.945514 | 0.001477 | 39030.605 | -5815.21 | 39030.605 |
| 23 | 41985.04 | 0.000124 | 36050.00 | 0.001107 | 23 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39585.429476 | 39427.819242 | 0.001231 | 39017.520 | -5935.04 | 39017.520 |
| 24 | 42000.00 | 0.541769 | 35532.56 | 0.004173 | 24 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39627.502435 | 39427.270336 | 0.545942 | 38766.280 | -6467.44 | 38766.280 |
| 25 | 42100.00 | 0.035000 | 35500.00 | 0.000873 | 25 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39630.282560 | 39427.154529 | 0.035873 | 38800.000 | -6600.00 | 38800.000 |
| 26 | 42250.00 | 0.000237 | 35039.15 | 0.000193 | 26 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39630.302479 | 39427.125984 | 0.000429 | 38644.575 | -7210.85 | 38644.575 |
| 27 | 42296.77 | 0.000130 | 35039.14 | 0.003425 | 27 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39630.313638 | 39426.618580 | 0.003555 | 38667.955 | -7257.63 | 38667.955 |
| 28 | 42499.99 | 0.001016 | 35000.00 | 0.121361 | 28 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39630.407260 | 39408.553694 | 0.122376 | 38749.995 | -7499.99 | 38749.995 |
| 29 | 42500.00 | 0.040709 | 34800.00 | 0.515871 | 29 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39634.155134 | 39329.971830 | 0.556580 | 38650.000 | -7700.00 | 38650.000 |
#Ascendex
fa=fn.fetch_order_book_ascendex('BTC/USDT',30)
fa1=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39531.30 | 0.18000 | 39531.29 | 0.18000 | 0 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39531.300000 | 39531.290000 | 0.36000 | 39531.295 | -0.01 | 39531.295 |
| 1 | 39531.31 | 0.00150 | 39530.95 | 0.74647 | 1 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39531.300083 | 39531.016057 | 0.74797 | 39531.130 | -0.36 | 39531.130 |
| 2 | 39533.27 | 0.03000 | 39529.97 | 0.18000 | 2 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39531.579504 | 39530.845885 | 0.21000 | 39531.620 | -3.30 | 39531.620 |
| 3 | 39541.41 | 0.00261 | 39529.14 | 0.00390 | 3 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39531.699337 | 39530.839893 | 0.00651 | 39535.275 | -12.27 | 39535.275 |
| 4 | 39542.09 | 0.00506 | 39525.28 | 0.00506 | 4 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39531.939228 | 39530.814672 | 0.01012 | 39533.685 | -16.81 | 39533.685 |
| 5 | 39542.10 | 0.12830 | 39525.27 | 0.03017 | 5 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39535.690996 | 39530.668650 | 0.15847 | 39533.685 | -16.83 | 39533.685 |
| 6 | 39543.84 | 0.04686 | 39520.88 | 0.00267 | 6 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39536.659379 | 39530.645889 | 0.04953 | 39532.360 | -22.96 | 39532.360 |
| 7 | 39543.85 | 0.02956 | 39514.10 | 0.00150 | 7 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39537.160817 | 39530.624303 | 0.03106 | 39528.975 | -29.75 | 39528.975 |
| 8 | 39545.70 | 0.00158 | 39513.21 | 0.02609 | 8 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39537.192528 | 39530.237914 | 0.02767 | 39529.455 | -32.49 | 39529.455 |
| 9 | 39546.05 | 0.02540 | 39508.63 | 0.00262 | 9 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39537.691518 | 39530.189875 | 0.02802 | 39527.340 | -37.42 | 39527.340 |
| 10 | 39548.06 | 0.01267 | 39508.03 | 0.00490 | 10 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39537.974921 | 39530.098118 | 0.01757 | 39528.045 | -40.03 | 39528.045 |
| 11 | 39552.24 | 0.00270 | 39504.22 | 0.00174 | 11 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39538.057531 | 39530.060124 | 0.00444 | 39528.230 | -48.02 | 39528.230 |
| 12 | 39554.10 | 0.00168 | 39498.85 | 0.01095 | 12 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39538.115129 | 39529.774396 | 0.01263 | 39526.475 | -55.25 | 39526.475 |
| 13 | 39556.00 | 0.24370 | 39497.46 | 0.00150 | 13 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39544.239947 | 39529.733921 | 0.24520 | 39526.730 | -58.54 | 39526.730 |
| 14 | 39556.76 | 0.01059 | 39497.38 | 0.00225 | 14 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39544.423533 | 39529.673248 | 0.01284 | 39527.070 | -59.38 | 39527.070 |
| 15 | 39566.14 | 0.02643 | 39496.65 | 0.00150 | 15 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39545.190211 | 39529.632014 | 0.02793 | 39531.395 | -69.49 | 39531.395 |
| 16 | 39567.92 | 0.38000 | 39495.88 | 0.00173 | 16 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39552.843067 | 39529.583479 | 0.38173 | 39531.900 | -72.04 | 39531.900 |
| 17 | 39573.78 | 0.70308 | 39495.11 | 0.04804 | 17 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39560.879415 | 39528.259748 | 0.75112 | 39534.445 | -78.67 | 39534.445 |
| 18 | 39594.75 | 0.48754 | 39488.33 | 0.00222 | 18 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39567.999473 | 39528.189020 | 0.48976 | 39541.540 | -106.42 | 39541.540 |
| 19 | 39598.34 | 0.40300 | 39488.22 | 0.23000 | 19 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39572.491047 | 39521.991479 | 0.63300 | 39543.280 | -110.12 | 39543.280 |
| 20 | 39599.98 | 0.52731 | 39485.97 | 0.00165 | 20 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39576.951699 | 39521.951454 | 0.52896 | 39542.975 | -114.01 | 39542.975 |
| 21 | 39600.18 | 0.00113 | 39480.46 | 0.06330 | 21 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39576.959773 | 39520.255092 | 0.06443 | 39540.320 | -119.72 | 39540.320 |
| 22 | 39600.56 | 0.42900 | 39480.40 | 0.12830 | 22 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39579.711219 | 39517.205152 | 0.55730 | 39540.480 | -120.16 | 39540.480 |
| 23 | 39601.26 | 0.02298 | 39478.67 | 0.00211 | 23 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39579.844958 | 39517.156715 | 0.02509 | 39539.965 | -122.59 | 39539.965 |
| 24 | 39602.31 | 0.06175 | 39477.81 | 0.46105 | 24 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39580.213464 | 39508.678595 | 0.52280 | 39540.060 | -124.50 | 39540.060 |
| 25 | 39602.54 | 0.21450 | 39476.21 | 0.00183 | 25 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39581.417065 | 39508.650850 | 0.21633 | 39539.375 | -126.33 | 39539.375 |
| 26 | 39603.08 | 0.00159 | 39470.41 | 0.00224 | 26 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39581.425718 | 39508.610893 | 0.00383 | 39536.745 | -132.67 | 39536.745 |
| 27 | 39604.53 | 0.20800 | 39468.53 | 0.17734 | 27 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39582.573066 | 39505.548615 | 0.38534 | 39536.530 | -136.00 | 39536.530 |
| 28 | 39604.58 | 0.60125 | 39467.92 | 0.02643 | 28 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39585.335551 | 39505.124973 | 0.62768 | 39536.250 | -136.66 | 39536.250 |
| 29 | 39605.73 | 0.01604 | 39467.08 | 0.06607 | 29 | AscendEX | BTC/USDT | 2022-04-29T03:55:59.619Z | 39585.403620 | 39504.083541 | 0.08211 | 39536.405 | -138.65 | 39536.405 |
#Bitbay
fbi=fn.fetch_order_book_bitbay('BTC/USDT',30)
fbi1=pd.DataFrame(fbi[:30])
pd.DataFrame(fbi[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39477.700000 | 0.025000 | 39353.700000 | 0.025000 | 0 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39477.700000 | 39353.700000 | 0.050000 | 39415.700000 | -124.000000 | 39415.700000 |
| 1 | 39644.978452 | 0.102983 | 39193.228040 | 0.086000 | 1 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39612.302545 | 39229.370373 | 0.188983 | 39419.103246 | -451.750412 | 39419.103246 |
| 2 | 39645.008459 | 0.103676 | 39193.228038 | 0.324948 | 2 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39626.939684 | 39202.430518 | 0.428624 | 39419.118249 | -451.780421 | 39419.118249 |
| 3 | 39645.018460 | 0.050145 | 39121.310501 | 0.009409 | 3 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39630.156656 | 39200.716688 | 0.059554 | 39383.164480 | -523.707959 | 39383.164480 |
| 4 | 39645.098600 | 0.005364 | 39121.310500 | 0.845000 | 4 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39630.435756 | 39148.716936 | 0.850364 | 39383.204550 | -523.788100 | 39383.204550 |
| 5 | 39648.512451 | 0.086000 | 39000.000002 | 0.000508 | 5 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39634.601695 | 39148.658457 | 0.086508 | 39324.256227 | -648.512449 | 39324.256227 |
| 6 | 39663.451720 | 0.015232 | 39000.000001 | 0.032010 | 6 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39635.733114 | 39145.061322 | 0.047242 | 39331.725860 | -663.451719 | 39331.725860 |
| 7 | 39679.410000 | 0.843000 | 39000.000000 | 0.010256 | 7 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39665.633723 | 39143.945296 | 0.853256 | 39339.705000 | -679.410000 | 39339.705000 |
| 8 | 39757.626871 | 0.500000 | 38866.311100 | 0.850000 | 8 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39692.199836 | 39035.848669 | 1.350000 | 39311.968986 | -891.315771 | 39311.968986 |
| 9 | 39961.862000 | 0.427000 | 38866.311000 | 0.425000 | 9 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39745.547563 | 39008.222175 | 0.852000 | 39414.086500 | -1095.551000 | 39414.086500 |
| 10 | 40000.000000 | 0.015813 | 38800.000000 | 0.419153 | 10 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39747.398217 | 38979.392045 | 0.434966 | 39400.000000 | -1200.000000 | 39400.000000 |
| 11 | 40199.999900 | 0.700000 | 38780.000000 | 0.000072 | 11 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39857.627045 | 38979.387295 | 0.700072 | 39489.999950 | -1419.999900 | 39489.999950 |
| 12 | 40200.000000 | 0.201000 | 38750.000000 | 0.010323 | 12 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39880.004993 | 38978.607796 | 0.211323 | 39475.000000 | -1450.000000 | 39475.000000 |
| 13 | 40290.000000 | 0.003735 | 38601.001001 | 0.000631 | 13 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39880.502351 | 38978.529357 | 0.004366 | 39445.500500 | -1688.998999 | 39445.500500 |
| 14 | 40296.000000 | 0.002000 | 38601.001000 | 0.002002 | 14 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39880.772071 | 38978.280811 | 0.004002 | 39448.500500 | -1694.999000 | 39448.500500 |
| 15 | 40350.000000 | 0.240678 | 38502.000100 | 0.003020 | 15 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39914.771379 | 38977.808181 | 0.243698 | 39426.000050 | -1847.999900 | 39426.000050 |
| 16 | 40375.578000 | 0.175000 | 38500.000000 | 0.023721 | 16 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39937.833937 | 38974.112810 | 0.198721 | 39437.789000 | -1875.578000 | 39437.789000 |
| 17 | 40399.000000 | 0.013952 | 38377.388000 | 0.174000 | 17 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39939.666703 | 38942.076878 | 0.187952 | 39388.194000 | -2021.612000 | 39388.194000 |
| 18 | 40427.500000 | 0.010147 | 38350.000000 | 0.025037 | 18 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39941.072654 | 38937.538199 | 0.035184 | 39388.750000 | -2077.500000 | 39388.750000 |
| 19 | 40498.999989 | 0.002000 | 38333.000000 | 0.052100 | 19 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39941.389413 | 38928.046141 | 0.054100 | 39415.999995 | -2165.999989 | 39415.999995 |
| 20 | 40500.000000 | 0.105938 | 38250.000000 | 0.010458 | 20 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39957.697945 | 38925.915944 | 0.116396 | 39375.000000 | -2250.000000 | 39375.000000 |
| 21 | 40534.356259 | 0.009468 | 38200.000001 | 0.000827 | 21 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39959.198697 | 38925.735561 | 0.010296 | 39367.178130 | -2334.356258 | 39367.178130 |
| 22 | 40600.000000 | 0.003684 | 38200.000000 | 0.017451 | 22 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39959.846962 | 38921.951616 | 0.021135 | 39400.000000 | -2400.000000 | 39400.000000 |
| 23 | 40685.000000 | 0.010120 | 38188.576367 | 0.085000 | 23 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39961.856457 | 38903.787784 | 0.095120 | 39436.788184 | -2496.423633 | 39436.788184 |
| 24 | 40700.000000 | 0.059577 | 38058.000000 | 0.038389 | 24 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39973.705094 | 38894.431636 | 0.097966 | 39379.000000 | -2642.000000 | 39379.000000 |
| 25 | 40798.999989 | 0.001000 | 38050.107002 | 0.026281 | 25 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39973.927395 | 38888.085514 | 0.027281 | 39424.553496 | -2748.892987 | 39424.553496 |
| 26 | 40816.423703 | 0.084000 | 38040.000000 | 0.006000 | 26 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39992.568103 | 38886.632730 | 0.090000 | 39428.211852 | -2776.423703 | 39428.211852 |
| 27 | 40900.000000 | 0.017317 | 38022.020000 | 0.005051 | 27 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39996.688277 | 38885.387675 | 0.022368 | 39461.010000 | -2877.980000 | 39461.010000 |
| 28 | 40942.500000 | 0.010050 | 38015.800035 | 0.026305 | 28 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 39999.174080 | 38878.914926 | 0.036355 | 39479.150017 | -2926.699965 | 39479.150017 |
| 29 | 40999.000000 | 0.044487 | 38001.000000 | 0.210383 | 29 | Zonda | BTC/USDT | 2022-04-29T03:56:01.793Z | 40010.672303 | 38829.587440 | 0.254870 | 39500.000000 | -2998.000000 | 39500.000000 |
#Bitbns
fbt=fn.fetch_order_book_bitbns('BTC/USDT',30)
fbt1=pd.DataFrame(fbt[:30])
pd.DataFrame(fbt[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39539.9800 | 0.14257 | 39420.3900 | 0.002962 | 0 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39539.980000 | 39420.390000 | 0.145532 | 39480.18500 | -119.5900 | 39480.18500 |
| 1 | 39541.3800 | 0.30681 | 39420.2800 | 0.115400 | 1 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39540.935837 | 39420.282753 | 0.422210 | 39480.83000 | -121.1000 | 39480.83000 |
| 2 | 39541.6300 | 0.59327 | 39419.7300 | 0.165910 | 2 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.330817 | 39419.960150 | 0.759180 | 39480.68000 | -121.9000 | 39480.68000 |
| 3 | 39541.6500 | 0.30959 | 39419.6800 | 0.945300 | 3 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.403893 | 39419.744770 | 1.254890 | 39480.66500 | -121.9700 | 39480.66500 |
| 4 | 39541.7000 | 0.10176 | 39419.5400 | 0.494730 | 4 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.424616 | 39419.686018 | 0.596490 | 39480.62000 | -122.1600 | 39480.62000 |
| 5 | 39542.3000 | 0.06922 | 39418.2900 | 0.601730 | 5 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.464396 | 39419.324877 | 0.670950 | 39480.29500 | -124.0100 | 39480.29500 |
| 6 | 39591.2700 | 0.09793 | 39264.2700 | 0.053720 | 6 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39544.473040 | 39415.824703 | 0.151650 | 39427.77000 | -327.0000 | 39427.77000 |
| 7 | 39591.2800 | 0.15102 | 39262.6400 | 0.443420 | 7 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39548.461815 | 39391.764833 | 0.594440 | 39426.96000 | -328.6400 | 39426.96000 |
| 8 | 39592.1300 | 0.94589 | 39262.3400 | 0.297550 | 8 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39563.658426 | 39379.424626 | 1.243440 | 39427.23500 | -329.7900 | 39427.23500 |
| 9 | 39592.1400 | 0.86859 | 39257.4900 | 0.829760 | 9 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39570.555896 | 39353.813456 | 1.698350 | 39424.81500 | -334.6500 | 39424.81500 |
| 10 | 40590.9090 | 0.00010 | 39227.2727 | 0.000100 | 10 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39570.584343 | 39353.810253 | 0.000200 | 39909.09085 | -1363.6363 | 39909.09085 |
| 11 | 40700.0000 | 0.55000 | 38652.0000 | 0.000026 | 11 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39720.745366 | 39353.805704 | 0.550026 | 39676.00000 | -2048.0000 | 39676.00000 |
| 12 | 41272.7272 | 0.00010 | 38545.4545 | 0.000100 | 12 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39720.782882 | 39353.785243 | 0.000200 | 39909.09085 | -2727.2727 | 39909.09085 |
| 13 | 41954.5454 | 0.00010 | 37863.6363 | 0.000100 | 13 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39720.836878 | 39353.747525 | 0.000200 | 39909.09085 | -4090.9091 | 39909.09085 |
| 14 | 42636.3636 | 0.00010 | 37500.0000 | 0.151036 | 14 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39720.907351 | 39285.489901 | 0.151136 | 40068.18180 | -5136.3636 | 40068.18180 |
#Dataframe de todos juntos
final = pd.concat([fb1,fa1,fbi1,fbt1],axis=0)
fnl=pd.DataFrame(final[:100])
pd.DataFrame(final[:100])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39514.49 | 1.000000 | 39474.94 | 1.00000 | 0 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39514.490000 | 39474.940000 | 2.000000 | 39494.715 | -39.55 | 39494.715 |
| 1 | 39517.51 | 3.000000 | 39470.99 | 5.00000 | 1 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39516.755000 | 39471.648333 | 8.000000 | 39494.250 | -46.52 | 39494.250 |
| 2 | 39525.83 | 10.000000 | 39467.18 | 3.00000 | 2 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.237143 | 39470.158889 | 13.000000 | 39496.505 | -58.65 | 39496.505 |
| 3 | 39525.93 | 5.000000 | 39461.81 | 10.00000 | 3 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.945789 | 39465.764737 | 15.000000 | 39493.870 | -64.12 | 39493.870 |
| 4 | 39544.79 | 0.032408 | 39446.05 | 10.00000 | 4 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.981283 | 39458.966552 | 10.032408 | 39495.420 | -98.74 | 39495.420 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 5 | 39542.30 | 0.069220 | 39418.29 | 0.60173 | 5 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.464396 | 39419.324877 | 0.670950 | 39480.295 | -124.01 | 39480.295 |
| 6 | 39591.27 | 0.097930 | 39264.27 | 0.05372 | 6 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39544.473040 | 39415.824703 | 0.151650 | 39427.770 | -327.00 | 39427.770 |
| 7 | 39591.28 | 0.151020 | 39262.64 | 0.44342 | 7 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39548.461815 | 39391.764833 | 0.594440 | 39426.960 | -328.64 | 39426.960 |
| 8 | 39592.13 | 0.945890 | 39262.34 | 0.29755 | 8 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39563.658426 | 39379.424626 | 1.243440 | 39427.235 | -329.79 | 39427.235 |
| 9 | 39592.14 | 0.868590 | 39257.49 | 0.82976 | 9 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39570.555896 | 39353.813456 | 1.698350 | 39424.815 | -334.65 | 39424.815 |
100 rows × 14 columns
vn.grafica_btc(fnl)
vn.grafica_btca(fnl)
vn.grafica_btcb(fnl)
vn.grafica_btcs(fnl)
vn.grafica_btcv(fnl)
##Bitso
fbe=fn.fetch_order_book_bitso('LTC/USD',30)
fbe2=pd.DataFrame(fbe[:30])
pd.DataFrame(fbe[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 102.989999 | 168.109870 | 102.900000 | 10.000000 | 0 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 102.989999 | 102.900000 | 178.109870 | 102.944999 | -0.089999 | 102.944999 |
| 1 | 103.010000 | 10.000000 | 102.820000 | 25.000000 | 1 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 102.991122 | 102.842857 | 35.000000 | 102.915000 | -0.190000 | 102.915000 |
| 2 | 103.052360 | 0.006000 | 102.670001 | 3.105276 | 2 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 102.991124 | 102.828771 | 3.111276 | 102.861180 | -0.382359 | 102.861180 |
| 3 | 103.060000 | 25.000000 | 102.670000 | 50.000000 | 3 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 102.999601 | 102.738668 | 75.000000 | 102.865000 | -0.390000 | 102.865000 |
| 4 | 103.110000 | 50.000000 | 102.580000 | 100.000000 | 4 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.021409 | 102.654317 | 150.000000 | 102.845000 | -0.530000 | 102.845000 |
| 5 | 103.259999 | 3.751003 | 99.000000 | 0.059343 | 5 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.024893 | 102.653165 | 3.810346 | 101.129999 | -4.259999 | 101.129999 |
| 6 | 103.260000 | 100.000000 | 98.500000 | 3.097665 | 6 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.090774 | 102.585901 | 103.097665 | 100.880000 | -4.760000 | 100.880000 |
| 7 | 104.400000 | 20.235682 | 98.100000 | 0.020387 | 7 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.161028 | 102.585422 | 20.256069 | 101.250000 | -6.300000 | 101.250000 |
| 8 | 104.750000 | 0.015593 | 97.000000 | 0.309278 | 8 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.161094 | 102.576406 | 0.324871 | 100.875000 | -7.750000 | 100.875000 |
| 9 | 104.970000 | 0.102944 | 96.020000 | 1.082352 | 9 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.161588 | 102.539575 | 1.185296 | 100.495000 | -8.950000 | 100.495000 |
| 10 | 105.000000 | 0.987791 | 95.170001 | 0.062099 | 10 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.166389 | 102.537201 | 1.049891 | 100.085001 | -9.829999 | 100.085001 |
| 11 | 105.200000 | 10.000000 | 95.000000 | 0.846221 | 11 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.218774 | 102.504253 | 10.846221 | 100.100000 | -10.200000 | 100.100000 |
| 12 | 105.233000 | 1.042019 | 93.777771 | 0.127536 | 12 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.224166 | 102.498508 | 1.169554 | 99.505386 | -11.455229 | 99.505386 |
| 13 | 105.960000 | 0.333735 | 92.500000 | 1.005524 | 13 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.226509 | 102.446875 | 1.339260 | 99.230000 | -13.460000 | 99.230000 |
| 14 | 106.500000 | 0.046656 | 91.700000 | 0.109051 | 14 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.226901 | 102.440859 | 0.155707 | 99.100000 | -14.800000 | 99.100000 |
| 15 | 107.529999 | 0.329846 | 91.682229 | 0.007744 | 15 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.230541 | 102.440432 | 0.337590 | 99.606114 | -15.847770 | 99.606114 |
| 16 | 110.000000 | 1.123887 | 91.680000 | 0.545375 | 16 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.249995 | 102.410395 | 1.669263 | 100.840000 | -18.320000 | 100.840000 |
| 17 | 111.000000 | 0.187787 | 91.380001 | 5.000000 | 17 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.253715 | 102.135155 | 5.187787 | 101.190000 | -19.619999 | 101.190000 |
| 18 | 112.000000 | 0.039435 | 91.000000 | 0.550000 | 18 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.254596 | 102.104675 | 0.589435 | 101.500000 | -21.000000 | 101.500000 |
| 19 | 112.560000 | 0.502998 | 90.750001 | 0.110193 | 19 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.266542 | 102.098451 | 0.613191 | 101.655000 | -21.809999 | 101.655000 |
| 20 | 113.000000 | 1.095436 | 90.000000 | 19.574833 | 20 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.293679 | 101.024964 | 20.670269 | 101.500000 | -23.000000 | 101.500000 |
| 21 | 113.774676 | 1.640887 | 88.000000 | 1.136364 | 21 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.337268 | 100.958217 | 2.777251 | 100.887338 | -25.774676 | 100.887338 |
| 22 | 113.900000 | 0.754253 | 87.600000 | 21.150799 | 22 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.357422 | 99.795035 | 21.905052 | 100.750000 | -26.300000 | 100.750000 |
| 23 | 114.000000 | 22.869777 | 85.000000 | 0.590000 | 23 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.939458 | 99.759185 | 23.459777 | 99.500000 | -29.000000 | 99.500000 |
| 24 | 114.200000 | 0.043783 | 82.000000 | 0.060976 | 24 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.940532 | 99.754739 | 0.104758 | 98.100000 | -32.200000 | 98.100000 |
| 25 | 114.310000 | 1.000000 | 80.000000 | 1.000000 | 25 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.965268 | 99.673959 | 2.000000 | 97.155000 | -34.310000 | 97.155000 |
| 26 | 114.500000 | 1.278846 | 79.000000 | 0.563000 | 26 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 103.997306 | 99.626473 | 1.841846 | 96.750000 | -35.500000 | 96.750000 |
| 27 | 114.700000 | 1.460000 | 77.000000 | 1.298701 | 27 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 104.034338 | 99.507222 | 2.758701 | 95.850000 | -37.700000 | 95.850000 |
| 28 | 114.769999 | 0.176634 | 75.000000 | 0.333333 | 28 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 104.038830 | 99.474115 | 0.509967 | 94.884999 | -39.769999 | 94.884999 |
| 29 | 115.000000 | 1.721674 | 55.000000 | 0.018182 | 29 | Bitso | LTC/USD | 2022-04-29T03:56:10.000Z | 104.083354 | 99.470838 | 1.739856 | 85.000000 | -60.000000 | 85.000000 |
#Ascendex
fa=fn.fetch_order_book_ascendex('LTC/USDT',30)
fa2=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 102.99 | 8.254 | 102.91 | 1.044 | 0 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 102.990000 | 102.910000 | 9.298 | 102.950 | -0.08 | 102.950 |
| 1 | 103.00 | 2.145 | 102.90 | 3.660 | 1 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 102.992063 | 102.902219 | 5.805 | 102.950 | -0.10 | 102.950 |
| 2 | 103.01 | 9.960 | 102.89 | 7.809 | 2 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.000838 | 102.894594 | 17.769 | 102.950 | -0.12 | 102.950 |
| 3 | 103.02 | 9.960 | 102.88 | 4.226 | 3 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.007133 | 102.890909 | 14.186 | 102.950 | -0.14 | 102.950 |
| 4 | 103.03 | 5.100 | 102.87 | 22.757 | 4 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.010425 | 102.878862 | 27.857 | 102.950 | -0.16 | 102.950 |
| 5 | 103.06 | 11.000 | 102.85 | 10.810 | 5 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.022173 | 102.872660 | 21.810 | 102.955 | -0.21 | 102.955 |
| 6 | 103.07 | 15.310 | 102.84 | 4.068 | 6 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.034035 | 102.870216 | 19.378 | 102.955 | -0.23 | 102.955 |
| 7 | 103.08 | 6.132 | 102.82 | 8.600 | 7 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.038189 | 102.863359 | 14.732 | 102.950 | -0.26 | 102.950 |
| 8 | 103.09 | 1.135 | 102.81 | 12.159 | 8 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.039041 | 102.854723 | 13.294 | 102.950 | -0.28 | 102.950 |
| 9 | 103.10 | 53.373 | 102.80 | 9.960 | 9 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.065629 | 102.848318 | 63.333 | 102.950 | -0.30 | 102.950 |
| 10 | 103.11 | 59.697 | 102.78 | 2.090 | 10 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.080178 | 102.846680 | 61.787 | 102.945 | -0.33 | 102.945 |
| 11 | 103.13 | 8.268 | 102.76 | 49.070 | 11 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.082342 | 102.815463 | 57.338 | 102.945 | -0.37 | 102.945 |
| 12 | 103.15 | 4.011 | 102.75 | 51.333 | 12 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.083738 | 102.797549 | 55.344 | 102.950 | -0.40 | 102.950 |
| 13 | 103.19 | 3.035 | 102.74 | 7.200 | 13 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.085372 | 102.795422 | 10.235 | 102.965 | -0.45 | 102.965 |
| 14 | 103.23 | 13.300 | 102.68 | 91.982 | 14 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.094502 | 102.758400 | 105.282 | 102.955 | -0.55 | 102.955 |
| 15 | 103.39 | 4.070 | 102.67 | 14.576 | 15 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.100103 | 102.754124 | 18.646 | 103.030 | -0.72 | 103.030 |
| 16 | 103.53 | 92.100 | 102.64 | 3.120 | 16 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.229135 | 102.752955 | 95.220 | 103.085 | -0.89 | 103.085 |
| 17 | 103.57 | 5.293 | 102.61 | 13.300 | 17 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.234915 | 102.746971 | 18.593 | 103.090 | -0.96 | 103.090 |
| 18 | 103.60 | 1.009 | 102.59 | 7.986 | 18 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.236091 | 102.743123 | 8.995 | 103.095 | -1.01 | 103.095 |
| 19 | 103.65 | 92.318 | 102.56 | 100.603 | 19 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.330331 | 102.699913 | 192.921 | 103.105 | -1.09 | 103.105 |
| 20 | 103.75 | 122.565 | 102.55 | 4.836 | 20 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.427742 | 102.698232 | 127.401 | 103.150 | -1.20 | 103.150 |
| 21 | 103.77 | 0.087 | 102.52 | 5.955 | 21 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.427799 | 102.695804 | 6.042 | 103.145 | -1.25 | 103.145 |
| 22 | 103.81 | 1.173 | 102.51 | 135.613 | 22 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.428646 | 102.651810 | 136.786 | 103.160 | -1.30 | 103.160 |
| 23 | 103.83 | 0.217 | 102.50 | 27.200 | 23 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.428810 | 102.644928 | 27.417 | 103.165 | -1.33 | 103.165 |
| 24 | 103.85 | 0.137 | 102.48 | 24.287 | 24 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.428919 | 102.638511 | 24.424 | 103.165 | -1.37 | 103.165 |
| 25 | 103.86 | 0.205 | 102.47 | 35.358 | 25 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.429086 | 102.629478 | 35.563 | 103.165 | -1.39 | 103.165 |
| 26 | 103.88 | 0.729 | 102.45 | 9.379 | 26 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.429706 | 102.626962 | 10.108 | 103.165 | -1.43 | 103.165 |
| 27 | 103.89 | 0.209 | 102.44 | 5.920 | 27 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.429887 | 102.625322 | 6.129 | 103.165 | -1.45 | 103.165 |
| 28 | 103.90 | 0.100 | 102.43 | 1.660 | 28 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.429975 | 102.624843 | 1.760 | 103.165 | -1.47 | 103.165 |
| 29 | 103.91 | 0.078 | 102.42 | 5.600 | 29 | AscendEX | LTC/USDT | 2022-04-29T03:56:14.253Z | 103.430046 | 102.623161 | 5.678 | 103.165 | -1.49 | 103.165 |
#Bitbay
fbi=fn.fetch_order_book_bitbay("LTC/USDT",30)
fbi2=pd.DataFrame(fbi[:30])
pd.DataFrame(fbi[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 103.500000 | 1.299000 | 102.500000 | 5.201000 | 0 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 103.500000 | 102.500000 | 6.500000 | 103.000000 | -1.000000 | 103.000000 |
| 1 | 104.499998 | 0.499420 | 102.480003 | 18.928350 | 1 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 103.777699 | 102.484313 | 19.427770 | 103.490001 | -2.019995 | 103.490001 |
| 2 | 104.499999 | 11.793306 | 100.000009 | 12.113290 | 2 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.404426 | 101.653990 | 23.906596 | 102.250004 | -4.499990 | 102.250004 |
| 3 | 104.500000 | 0.441962 | 100.000008 | 11.992694 | 3 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.407436 | 101.242763 | 12.434655 | 102.250004 | -4.499992 | 102.250004 |
| 4 | 105.000000 | 7.998589 | 100.000000 | 0.150000 | 4 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.622560 | 101.238910 | 8.148589 | 102.500000 | -5.000000 | 102.500000 |
| 5 | 106.000000 | 0.056604 | 99.000000 | 0.538198 | 5 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.626090 | 101.214280 | 0.594802 | 102.500000 | -7.000000 | 102.500000 |
| 6 | 107.000000 | 0.056075 | 97.000000 | 1.010309 | 6 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.632101 | 101.129013 | 1.066384 | 102.000000 | -10.000000 | 102.000000 |
| 7 | 108.995962 | 0.001594 | 96.000000 | 0.034169 | 7 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 104.632415 | 101.125505 | 0.035763 | 102.497981 | -12.995962 | 102.497981 |
| 8 | 110.000000 | 1.822256 | 95.153428 | 3.939860 | 8 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 105.040492 | 100.689036 | 5.762116 | 102.576714 | -14.846572 | 102.576714 |
| 9 | 111.999996 | 60.007113 | 95.105874 | 61.832552 | 9 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.013581 | 97.706317 | 121.839666 | 103.552935 | -16.894122 | 103.552935 |
| 10 | 111.999997 | 12.454745 | 94.554568 | 0.052880 | 10 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.270142 | 97.704878 | 12.507624 | 103.277282 | -17.445429 | 103.277282 |
| 11 | 112.000000 | 0.374037 | 94.435687 | 4.866212 | 11 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.276826 | 97.573031 | 5.240249 | 103.217844 | -17.564313 | 103.217844 |
| 12 | 114.000000 | 0.004775 | 94.020000 | 14.000000 | 12 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.277009 | 97.203637 | 14.004775 | 104.010000 | -19.980000 | 104.010000 |
| 13 | 114.300000 | 2.086477 | 92.579997 | 0.001311 | 13 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.361885 | 97.203592 | 2.087788 | 103.439999 | -21.720003 | 103.439999 |
| 14 | 114.999999 | 5.000000 | 91.900001 | 2.285092 | 14 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.585095 | 97.115095 | 7.285092 | 103.450000 | -23.099998 | 103.450000 |
| 15 | 115.000000 | 2.000000 | 91.900000 | 2.540628 | 15 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.668477 | 97.020107 | 4.540628 | 103.450000 | -23.100000 | 103.450000 |
| 16 | 115.752094 | 7.007841 | 90.000000 | 0.143289 | 16 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 110.984012 | 97.012903 | 7.151130 | 102.876047 | -25.752094 | 102.876047 |
| 17 | 115.810000 | 4.729016 | 89.000000 | 0.290000 | 17 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.178024 | 96.996295 | 5.019016 | 102.405000 | -26.810000 | 102.405000 |
| 18 | 117.000000 | 2.204909 | 88.520000 | 0.001372 | 18 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.285144 | 96.996212 | 2.206281 | 102.760000 | -28.480000 | 102.760000 |
| 19 | 118.000000 | 0.996872 | 88.140801 | 4.253322 | 19 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.340540 | 96.734967 | 5.250194 | 103.070401 | -29.859199 | 103.070401 |
| 20 | 118.800000 | 0.048820 | 88.000000 | 23.299091 | 20 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.343553 | 95.519750 | 23.347911 | 103.400000 | -30.800000 | 103.400000 |
| 21 | 119.750000 | 1.000000 | 86.170000 | 0.058025 | 21 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.412524 | 95.516512 | 1.058025 | 102.960000 | -33.580000 | 102.960000 |
| 22 | 119.999998 | 0.003270 | 86.000000 | 2.325581 | 22 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.412755 | 95.386217 | 2.328851 | 102.999999 | -33.999998 | 102.999999 |
| 23 | 119.999999 | 0.002307 | 84.000000 | 1.190618 | 23 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.412917 | 95.306961 | 1.192926 | 102.000000 | -35.999999 | 102.000000 |
| 24 | 120.000000 | 0.911112 | 83.000000 | 1.204819 | 24 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.476629 | 95.220880 | 2.115932 | 101.500000 | -37.000000 | 101.500000 |
| 25 | 120.224805 | 0.002774 | 82.509999 | 0.001661 | 25 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.476826 | 95.220757 | 0.004435 | 101.367402 | -37.714806 | 101.367402 |
| 26 | 122.000000 | 1.049800 | 81.000000 | 3.391112 | 26 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.566023 | 94.946203 | 4.440912 | 101.500000 | -41.000000 | 101.500000 |
| 27 | 122.100000 | 0.132794 | 80.309999 | 0.001494 | 27 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 111.577305 | 94.946079 | 0.134289 | 101.204999 | -41.790001 | 101.204999 |
| 28 | 124.899999 | 15.025623 | 80.050000 | 0.624610 | 28 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 113.017347 | 94.893295 | 15.650233 | 102.474999 | -44.849999 | 102.474999 |
| 29 | 124.900000 | 1.004574 | 80.000000 | 4.594311 | 29 | Zonda | LTC/USDT | 2022-04-29T03:56:15.559Z | 113.102602 | 94.514979 | 5.598885 | 102.450000 | -44.900000 | 102.450000 |
#Bitbns
fbt=fn.fetch_order_book_bitbns('LTC/USDT',30)
fbt2=pd.DataFrame(fbt[:30])
pd.DataFrame(fbt[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 103.25 | 16.4056 | 102.5500 | 5.1078 | 0 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.250000 | 102.550000 | 21.5134 | 102.90000 | -0.7000 | 102.90000 |
| 1 | 103.35 | 19.6817 | 102.4500 | 15.4414 | 1 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.304539 | 102.474856 | 35.1231 | 102.90000 | -0.9000 | 102.90000 |
| 2 | 103.45 | 19.1591 | 102.3500 | 15.0442 | 2 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.354984 | 102.422084 | 34.2033 | 102.90000 | -1.1000 | 102.90000 |
| 3 | 103.55 | 16.7446 | 102.2500 | 16.3667 | 3 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.400343 | 102.367880 | 33.1113 | 102.90000 | -1.3000 | 102.90000 |
| 4 | 103.65 | 16.7383 | 102.1500 | 18.3277 | 4 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.447440 | 102.311067 | 35.0660 | 102.90000 | -1.5000 | 102.90000 |
| 5 | 103.75 | 15.3473 | 102.0500 | 16.1429 | 5 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.492056 | 102.262307 | 31.4902 | 102.90000 | -1.7000 | 102.90000 |
| 6 | 105.26 | 14.5462 | 101.4500 | 15.9440 | 6 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.708851 | 102.135797 | 30.4902 | 103.35500 | -3.8100 | 103.35500 |
| 7 | 105.46 | 2.6687 | 101.3500 | 17.7990 | 7 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 103.747381 | 102.019412 | 20.4677 | 103.40500 | -4.1100 | 103.40500 |
| 8 | 105.76 | 17.9327 | 95.7600 | 31.7377 | 8 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 104.006615 | 100.711680 | 49.6704 | 100.76000 | -10.0000 | 100.76000 |
| 9 | 105.86 | 34.6874 | 95.6600 | 13.8808 | 9 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 104.376280 | 100.288733 | 48.5682 | 100.76000 | -10.2000 | 100.76000 |
| 10 | 105.96 | 13.6255 | 95.5600 | 20.1798 | 10 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 104.491345 | 99.775619 | 33.8053 | 100.76000 | -10.4000 | 100.76000 |
| 11 | 176.00 | 0.1258 | 24.0000 | 1.0000 | 11 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 104.539281 | 99.370341 | 1.1258 | 100.00000 | -152.0000 | 100.00000 |
| 12 | 185.00 | 0.0200 | 21.0000 | 1.0000 | 12 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 104.547855 | 98.953415 | 1.0200 | 103.00000 | -164.0000 | 103.00000 |
| 13 | 220.00 | 3.7098 | 18.0000 | 1.0000 | 13 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 106.785686 | 98.525027 | 4.7098 | 119.00000 | -202.0000 | 119.00000 |
| 14 | 226.50 | 0.5000 | 0.0001 | 800.0000 | 14 | Bitbns | LTC/USDT | 2022-04-29T03:56:17.555Z | 107.097616 | 18.826166 | 800.5000 | 113.25005 | -226.4999 | 113.25005 |
#Dataframe de todos juntos
final2 = pd.concat([fbe2,fa2,fbi2,fbt2],axis=0)
fnl2=pd.DataFrame(final2[:100])
pd.DataFrame(final[:100])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 39514.49 | 1.000000 | 39474.94 | 1.00000 | 0 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39514.490000 | 39474.940000 | 2.000000 | 39494.715 | -39.55 | 39494.715 |
| 1 | 39517.51 | 3.000000 | 39470.99 | 5.00000 | 1 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39516.755000 | 39471.648333 | 8.000000 | 39494.250 | -46.52 | 39494.250 |
| 2 | 39525.83 | 10.000000 | 39467.18 | 3.00000 | 2 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.237143 | 39470.158889 | 13.000000 | 39496.505 | -58.65 | 39496.505 |
| 3 | 39525.93 | 5.000000 | 39461.81 | 10.00000 | 3 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.945789 | 39465.764737 | 15.000000 | 39493.870 | -64.12 | 39493.870 |
| 4 | 39544.79 | 0.032408 | 39446.05 | 10.00000 | 4 | Bitso | BTC/USDT | 2022-04-29T03:55:55.000Z | 39523.981283 | 39458.966552 | 10.032408 | 39495.420 | -98.74 | 39495.420 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 5 | 39542.30 | 0.069220 | 39418.29 | 0.60173 | 5 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39541.464396 | 39419.324877 | 0.670950 | 39480.295 | -124.01 | 39480.295 |
| 6 | 39591.27 | 0.097930 | 39264.27 | 0.05372 | 6 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39544.473040 | 39415.824703 | 0.151650 | 39427.770 | -327.00 | 39427.770 |
| 7 | 39591.28 | 0.151020 | 39262.64 | 0.44342 | 7 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39548.461815 | 39391.764833 | 0.594440 | 39426.960 | -328.64 | 39426.960 |
| 8 | 39592.13 | 0.945890 | 39262.34 | 0.29755 | 8 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39563.658426 | 39379.424626 | 1.243440 | 39427.235 | -329.79 | 39427.235 |
| 9 | 39592.14 | 0.868590 | 39257.49 | 0.82976 | 9 | Bitbns | BTC/USDT | 2022-04-29T03:56:04.484Z | 39570.555896 | 39353.813456 | 1.698350 | 39424.815 | -334.65 | 39424.815 |
100 rows × 14 columns
vn.grafica_ltc(fnl2)
vn.grafica_ltca(fnl2)
vn.grafica_ltcb(fnl2)
vn.grafica_ltcs(fnl2)
vn.grafica_ltcv(fnl2)
##Bitso
fbe=fn.fetch_order_book_bitso('XRP/USD',30)
fbe3=pd.DataFrame(fbe[:30])
pd.DataFrame(fbe[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.6369 | 2856.000000 | 0.6355 | 1156.168640 | 0 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.636900 | 0.635500 | 4012.168640 | 0.63620 | -0.0014 | 0.63620 |
| 1 | 0.6370 | 60.519100 | 0.6351 | 94.098200 | 1 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.636902 | 0.635470 | 154.617300 | 0.63605 | -0.0019 | 0.63605 |
| 2 | 0.6376 | 4123.000000 | 0.6302 | 2856.000000 | 2 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637311 | 0.631805 | 6979.000000 | 0.63390 | -0.0074 | 0.63390 |
| 3 | 0.6380 | 1075.481275 | 0.6301 | 14386.000000 | 3 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637402 | 0.630479 | 15461.481275 | 0.63405 | -0.0079 | 0.63405 |
| 4 | 0.6381 | 4701.457452 | 0.6295 | 6.047459 | 4 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637658 | 0.630478 | 4707.504911 | 0.63380 | -0.0086 | 0.63380 |
| 5 | 0.6386 | 20163.980000 | 0.6275 | 14235.000000 | 5 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.638234 | 0.629183 | 34398.980000 | 0.63305 | -0.0111 | 0.63305 |
| 6 | 0.6390 | 469.483568 | 0.6260 | 48.290734 | 6 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.638245 | 0.629178 | 517.774302 | 0.63250 | -0.0130 | 0.63250 |
| 7 | 0.6411 | 13827.000000 | 0.6255 | 433.183852 | 7 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.639080 | 0.629130 | 14260.183852 | 0.63330 | -0.0156 | 0.63330 |
| 8 | 0.6417 | 785.389617 | 0.6250 | 1002.400000 | 8 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.639123 | 0.629009 | 1787.789617 | 0.63335 | -0.0167 | 0.63335 |
| 9 | 0.6423 | 12.571606 | 0.6249 | 17000.000000 | 9 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.639123 | 0.627645 | 17012.571606 | 0.63360 | -0.0174 | 0.63360 |
| 10 | 0.6428 | 13640.000000 | 0.6230 | 16.051364 | 10 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.639936 | 0.627644 | 13656.051364 | 0.63290 | -0.0198 | 0.63290 |
| 11 | 0.6448 | 14000.000000 | 0.6213 | 24.142926 | 11 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.640835 | 0.627641 | 14024.142926 | 0.63305 | -0.0235 | 0.63305 |
| 12 | 0.6450 | 760.750000 | 0.6210 | 67.938808 | 12 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.640877 | 0.627632 | 828.688808 | 0.63300 | -0.0240 | 0.63300 |
| 13 | 0.6500 | 833.479054 | 0.6202 | 49.613028 | 13 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.640975 | 0.627625 | 883.092082 | 0.63510 | -0.0298 | 0.63510 |
| 14 | 0.6507 | 8633.000000 | 0.6201 | 6.000000 | 14 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.641952 | 0.627624 | 8639.000000 | 0.63540 | -0.0306 | 0.63540 |
| 15 | 0.6546 | 8271.000000 | 0.6200 | 215.306449 | 15 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.643062 | 0.627592 | 8486.306449 | 0.63730 | -0.0346 | 0.63730 |
| 16 | 0.6549 | 15000.000000 | 0.6185 | 8668.000000 | 16 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644688 | 0.626285 | 23668.000000 | 0.63670 | -0.0364 | 0.63670 |
| 17 | 0.6550 | 1165.537287 | 0.6177 | 1.000000 | 17 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644797 | 0.626284 | 1166.537287 | 0.63635 | -0.0373 | 0.63635 |
| 18 | 0.6588 | 233.549693 | 0.6176 | 8.095854 | 18 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644827 | 0.626283 | 241.645547 | 0.63820 | -0.0412 | 0.63820 |
| 19 | 0.6600 | 20.000000 | 0.6170 | 9.925282 | 19 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644829 | 0.626282 | 29.925282 | 0.63850 | -0.0430 | 0.63850 |
| 20 | 0.6630 | 204.037227 | 0.6167 | 121.615047 | 20 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644863 | 0.626262 | 325.652274 | 0.63985 | -0.0463 | 0.63985 |
| 21 | 0.6640 | 303.170097 | 0.6148 | 16000.000000 | 21 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644915 | 0.623862 | 16303.170097 | 0.63940 | -0.0492 | 0.63940 |
| 22 | 0.6648 | 237.000000 | 0.6139 | 21.176087 | 22 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.644957 | 0.623859 | 258.176087 | 0.63935 | -0.0509 | 0.63935 |
| 23 | 0.6681 | 1290.000000 | 0.6130 | 32.626427 | 23 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.645222 | 0.623855 | 1322.626427 | 0.64055 | -0.0551 | 0.64055 |
| 24 | 0.6700 | 16.142130 | 0.6118 | 81.726054 | 24 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.645226 | 0.623842 | 97.868184 | 0.64090 | -0.0582 | 0.64090 |
| 25 | 0.6713 | 547.420028 | 0.6101 | 8570.000000 | 25 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.645352 | 0.622458 | 9117.420028 | 0.64070 | -0.0612 | 0.64070 |
| 26 | 0.6725 | 155.000000 | 0.6100 | 69.016392 | 26 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.645389 | 0.622448 | 224.016392 | 0.64125 | -0.0625 | 0.64125 |
| 27 | 0.6735 | 38.262806 | 0.6090 | 42.758620 | 27 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.645399 | 0.622441 | 81.021426 | 0.64125 | -0.0645 | 0.64125 |
| 28 | 0.6750 | 15000.000000 | 0.6087 | 40.972564 | 28 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.648856 | 0.622435 | 15040.972564 | 0.64185 | -0.0663 | 0.64185 |
| 29 | 0.6762 | 244.000000 | 0.6085 | 17.764995 | 29 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.648908 | 0.622432 | 261.764995 | 0.64235 | -0.0677 | 0.64235 |
#Ascendex
fa=fn.fetch_order_book_ascendex('XRP/USDT',30)
fa3=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.63697 | 1000.0 | 0.63683 | 1000.0 | 0 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.636970 | 0.636830 | 2000.0 | 0.636900 | -0.00014 | 0.636900 |
| 1 | 0.63720 | 593.0 | 0.63680 | 765.0 | 1 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637056 | 0.636817 | 1358.0 | 0.637000 | -0.00040 | 0.637000 |
| 2 | 0.63727 | 2988.0 | 0.63673 | 1000.0 | 2 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637195 | 0.636786 | 3988.0 | 0.637000 | -0.00054 | 0.637000 |
| 3 | 0.63728 | 170.0 | 0.63660 | 59.0 | 3 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637198 | 0.636782 | 229.0 | 0.636940 | -0.00068 | 0.636940 |
| 4 | 0.63730 | 4177.0 | 0.63659 | 1944.0 | 4 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637246 | 0.636704 | 6121.0 | 0.636945 | -0.00071 | 0.636945 |
| 5 | 0.63734 | 1875.0 | 0.63647 | 7679.0 | 5 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637262 | 0.636559 | 9554.0 | 0.636905 | -0.00087 | 0.636905 |
| 6 | 0.63735 | 1648.0 | 0.63646 | 7144.0 | 6 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637274 | 0.636523 | 8792.0 | 0.636905 | -0.00089 | 0.636905 |
| 7 | 0.63736 | 1846.0 | 0.63641 | 819.0 | 7 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637285 | 0.636519 | 2665.0 | 0.636885 | -0.00095 | 0.636885 |
| 8 | 0.63748 | 59.0 | 0.63640 | 1730.0 | 8 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637286 | 0.636509 | 1789.0 | 0.636940 | -0.00108 | 0.636940 |
| 9 | 0.63749 | 6502.0 | 0.63632 | 59.0 | 9 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637349 | 0.636509 | 6561.0 | 0.636905 | -0.00117 | 0.636905 |
| 10 | 0.63773 | 63.0 | 0.63628 | 4095.0 | 10 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637351 | 0.636473 | 4158.0 | 0.637005 | -0.00145 | 0.637005 |
| 11 | 0.63777 | 2149.0 | 0.63626 | 1571.0 | 11 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637390 | 0.636461 | 3720.0 | 0.637015 | -0.00151 | 0.637015 |
| 12 | 0.63784 | 158.0 | 0.63618 | 60.0 | 12 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637393 | 0.636461 | 218.0 | 0.637010 | -0.00166 | 0.637010 |
| 13 | 0.63798 | 159.0 | 0.63616 | 3280.0 | 13 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637397 | 0.636429 | 3439.0 | 0.637070 | -0.00182 | 0.637070 |
| 14 | 0.63801 | 1639.0 | 0.63611 | 9477.0 | 14 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637437 | 0.636355 | 11116.0 | 0.637060 | -0.00190 | 0.637060 |
| 15 | 0.63802 | 4333.0 | 0.63599 | 2149.0 | 15 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.637523 | 0.636336 | 6482.0 | 0.637005 | -0.00203 | 0.637005 |
| 16 | 0.63818 | 82418.0 | 0.63592 | 5709.0 | 16 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638007 | 0.636287 | 88127.0 | 0.637050 | -0.00226 | 0.637050 |
| 17 | 0.63842 | 6096.0 | 0.63578 | 4333.0 | 17 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638029 | 0.636246 | 10429.0 | 0.637100 | -0.00264 | 0.637100 |
| 18 | 0.63849 | 7928.0 | 0.63564 | 82418.0 | 18 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638058 | 0.635877 | 90346.0 | 0.637065 | -0.00285 | 0.637065 |
| 19 | 0.63879 | 8011.0 | 0.63556 | 6797.0 | 19 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638102 | 0.635862 | 14808.0 | 0.637175 | -0.00323 | 0.637175 |
| 20 | 0.63896 | 8126.0 | 0.63534 | 2355.0 | 20 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638151 | 0.635853 | 10481.0 | 0.637150 | -0.00362 | 0.637150 |
| 21 | 0.63928 | 300.0 | 0.63521 | 7928.0 | 21 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638153 | 0.635820 | 8228.0 | 0.637245 | -0.00407 | 0.637245 |
| 22 | 0.63929 | 798.0 | 0.63499 | 774.0 | 22 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638160 | 0.635815 | 1572.0 | 0.637140 | -0.00430 | 0.637140 |
| 23 | 0.63934 | 1496.0 | 0.63489 | 3056.0 | 23 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638172 | 0.635797 | 4552.0 | 0.637115 | -0.00445 | 0.637115 |
| 24 | 0.63937 | 337.0 | 0.63488 | 1153.0 | 24 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638175 | 0.635791 | 1490.0 | 0.637125 | -0.00449 | 0.637125 |
| 25 | 0.63939 | 2602.0 | 0.63487 | 1144.0 | 25 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638196 | 0.635784 | 3746.0 | 0.637130 | -0.00452 | 0.637130 |
| 26 | 0.63940 | 11495.0 | 0.63481 | 13256.0 | 26 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638283 | 0.635709 | 24751.0 | 0.637105 | -0.00459 | 0.637105 |
| 27 | 0.63948 | 8216.0 | 0.63480 | 1115.0 | 27 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638342 | 0.635703 | 9331.0 | 0.637140 | -0.00468 | 0.637140 |
| 28 | 0.63949 | 4914.0 | 0.63474 | 16466.0 | 28 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638375 | 0.635619 | 21380.0 | 0.637115 | -0.00475 | 0.637115 |
| 29 | 0.63951 | 14587.0 | 0.63473 | 5225.0 | 29 | AscendEX | XRP/USDT | 2022-04-29T03:56:24.470Z | 0.638463 | 0.635595 | 19812.0 | 0.637120 | -0.00478 | 0.637120 |
#Bitbay
fbi=fn.fetch_order_book_bitbay("XRP/USDT",30)
fbi3=pd.DataFrame(fbi[:30])
#Bitbns
fbt=fn.fetch_order_book_bitbns('XRP/USDT',30)
fbt3=pd.DataFrame(fbt[:30])
#Dataframe de todos juntos
final3 = pd.concat([fbe3,fa3,fbi3,fbt3],axis=0)
fnl3=pd.DataFrame(final3[:100])
pd.DataFrame(final3[:100])
| Ask | AVolume | Bid | BVolume | Index | Exchange | Ticker | Timestamp | Vwap Ask | Vwap Bid | Total Volume | Midprice | Spread | Roll Spread | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.6369 | 2856.000000 | 0.6355 | 1156.168640 | 0 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.636900 | 0.635500 | 4012.168640 | 0.63620 | -0.0014 | 0.63620 |
| 1 | 0.6370 | 60.519100 | 0.6351 | 94.098200 | 1 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.636902 | 0.635470 | 154.617300 | 0.63605 | -0.0019 | 0.63605 |
| 2 | 0.6376 | 4123.000000 | 0.6302 | 2856.000000 | 2 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637311 | 0.631805 | 6979.000000 | 0.63390 | -0.0074 | 0.63390 |
| 3 | 0.6380 | 1075.481275 | 0.6301 | 14386.000000 | 3 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637402 | 0.630479 | 15461.481275 | 0.63405 | -0.0079 | 0.63405 |
| 4 | 0.6381 | 4701.457452 | 0.6295 | 6.047459 | 4 | Bitso | XRP/USD | 2022-04-29T03:56:21.000Z | 0.637658 | 0.630478 | 4707.504911 | 0.63380 | -0.0086 | 0.63380 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 5 | 0.6393 | 9217.000000 | 0.6342 | 7234.000000 | 5 | Bitbns | XRP/USDT | 2022-04-29T03:56:28.200Z | 0.638981 | 0.634448 | 16451.000000 | 0.63675 | -0.0051 | 0.63675 |
| 6 | 0.6541 | 7760.000000 | 0.6271 | 7668.000000 | 6 | Bitbns | XRP/USDT | 2022-04-29T03:56:28.200Z | 0.640844 | 0.633464 | 15428.000000 | 0.64060 | -0.0270 | 0.64060 |
| 7 | 0.7090 | 7730.000000 | 0.6270 | 8717.000000 | 7 | Bitbns | XRP/USDT | 2022-04-29T03:56:28.200Z | 0.648295 | 0.632610 | 16447.000000 | 0.66800 | -0.0820 | 0.66800 |
| 8 | 0.7091 | 19786.000000 | 0.6269 | 7346.000000 | 8 | Bitbns | XRP/USDT | 2022-04-29T03:56:28.200Z | 0.661589 | 0.632038 | 27132.000000 | 0.66800 | -0.0822 | 0.66800 |
| 9 | 0.7920 | 189.860000 | 0.6268 | 7493.000000 | 9 | Bitbns | XRP/USDT | 2022-04-29T03:56:28.200Z | 0.661863 | 0.631552 | 7682.860000 | 0.70940 | -0.1652 | 0.70940 |
100 rows × 14 columns
vn.grafica_eos(fnl3)
vn.grafica_eosa(fnl3)
vn.grafica_eosb(fnl3)
vn.grafica_eoss(fnl3)
vn.grafica_eosV(fnl3)
En conclusión, este proyecto fue muy útil, principalmente por las herramientas que se utilizaron para poder capturar los datos y así poder realizar tablas y gráficas comparativas, pude notar que los preciosson bastante volatiles en determinadas plataformas como lo son "Zonda" y "Bitbns". Desde mi punto de vista, es un mercado bastante arriesgado, principalmente porque no es posible analizarla en base a estados financieros, sino mediante modelos mátematicos, y mediante el análisis tecnico.
S. (2022a, enero 25). ¿Qué son las criptomonedas y cómo funcionan? Santander. Recuperado 28 de abril de 2022, de https://www.santander.com/es/stories/guia-para-saber-que-son-las-criptomonedas
Fernandez, A. (2021, 27 octubre). Criptomonedas: ¿el dinero del futuro? La Vanguardia. Recuperado 28 de abril de 2022, de https://www.lavanguardia.com/vida/junior-report/20211027/7817365/bitcoin-criptomonedas-dinero-futuro-ventajas-inconvenientes.html
[1] Munnoz, 2020. Python project template. https://github.com/iffranciscome/python-project. (2021).